+884.3%
HD vs EXEL
+273.2%
+611.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.1% | +8.4% | -10.4% | -3.0% |
| 30D | -8.4% | +4.1% | -12.5% | -8.9% |
| 3M | +4.3% | +12.4% | -8.1% | +2.8% |
| 6M | -11.1% | +41.5% | -52.7% | -15.0% |
| YTD | -4.7% | +34.6% | -39.3% | -8.4% |
| 1Y | -19.8% | +57.9% | -77.7% | -24.6% |
| 3Y | +4.1% | +159.5% | -155.4% | -9.2% |
| 5Y | +10.3% | +198.5% | -188.2% | -6.4% |
| 10Y | +203.2% | +411.4% | -208.2% | +126.9% |
| All | +884.3% | +273.2% | +611.1% | +414.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling